Pages that link to "Item:Q2382317"

The following pages link to Stochastic optimisation and control applied to finance (Q2382317):

Displaying 21 items.

• Optimal stochastic control, stochastic target problems, and backward SDE. (Q424646) (← links)
• First and second order necessary conditions for stochastic optimal control problems (Q442561) (← links)
• Financing policies via stochastic control: a dynamic programming approach (Q453634) (← links)
• Special issue: Optimization and stochastic control in finance, journal of optimization theory and applications (Q1626499) (← links)
• State-space approaches for modelling and control in financial engineering. Systems theory and machine learning methods (Q1637604) (← links)
• Optimal securitization of credit portfolios via impulse control (Q1932538) (← links)
• Controlled Markov processes and viscosity solutions (Q2492615) (← links)
• A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635) (← links)
• Shadow price approximation for the fractional Black Scholes model (Q2693249) (← links)
• Lectures on BSDEs, stochastic control, and stochastic differential games with financial applications (Q2807034) (← links)
• A computational method for stochastic optimal control problems in financial mathematics (Q2821285) (← links)
• Optimal strategies in a risky debt context (Q3396068) (← links)
• Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)
• (Q4218394) (← links)
• (Q4350064) (← links)
• (Q4682144) (← links)
• Optimal proportional reinsurance policies for stochastic models (Q5216270) (← links)
• (Q5471609) (← links)
• Stochastic Control Theory (Q5495097) (← links)
• Applied stochastic control of jump diffusions (Q5898769) (← links)
• Pricing American put option using RBF-NN: new simulation of Black-Scholes (Q6491266) (← links)